+36.1%
UPS vs COO
+36.7%
-0.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.2% | +5.0% | +0.9% |
| 7D | -3.7% | -9.0% | +5.3% | -0.6% |
| 30D | -3.7% | -16.8% | +13.1% | +2.3% |
| 3M | -6.6% | -7.5% | +0.9% | -4.4% |
| 6M | +2.6% | -16.3% | +18.8% | +8.3% |
| YTD | +4.8% | -22.5% | +27.3% | +13.7% |
| 1Y | +25.3% | -7.0% | +32.3% | +27.0% |
| 3Y | -26.9% | -27.5% | +0.6% | -21.2% |
| 5Y | -33.5% | -43.3% | +9.8% | -23.5% |
| 10Y | +36.1% | +37.6% | -1.5% | +22.8% |
| All | +36.1% | +36.7% | -0.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling